Miss Piggy played by Jim.
Miss Piggy is a former rural beauty pageant winner, now attracted by the chance to make it big as a Hollywood actress.
Jim is a rather gung-ho roleplayer, interested in action, cool fight scenes, and lucrative spoils over careful consideration or puzzle solving. He frequently acts before he thinks, which includes fixating on his own strange explanations for setting details that the GM hasn't explained yet.
Fozzie played by Ben.
Fozzie is a comedian bear. He wants to break into showbiz, but is having a hard time of it.
Ben is a thoughtful roleplayer who tries to think through the best course of action within his character concept and the setting. He enjoys coming up with clever ways to justify the success of his plans within the premises of the setting.
Gonzo played by Pete.
Gonzo is... well, nobody is quite sure what he is.
Pete is an old friend of Jim's. Jim invited him along to join in this new game. Pete designed a character to maximise all the skills he thought would come in most useful in a cross-country quest adventure, at the cost of being Hook-Nosed, Attracted to Chickens, and of Indeterminate Species.
Kermit played by Annie.
Kermit is a frog who left his home swamp to pursue a dream of fame and fortune.
Annie is an acquaintance of Ben's, who attends his drama classes. She was interested to come along and see what this "roleplaying games" thing was all about, after Ben described it to her as a sort of improvisational acting thing. She is dedicated to playing her character as a real, complex frog with motivations inspired by a well-considered backstory.
Doc Hopper is the owner of a fast food frog's legs restaurant chain. His main concern is recovering the Frog's Legs of Phanastacoria, a giant set of frog's legs that symbolise and form the logo of his restaurants.
Rowlf is a piano playing dog. He keeps an eye on the other Muppets and tries to keep everyone out of trouble, which seems to be a very difficult thing to do with so many humans around.
Animal is the drummer in the band Electric Mayhem. Miss Piggy trusts him implicitly but Kermit suspects him of occasionally going beserk and smashing everything in sight. Who is right remains to be seen.
Sweetums is a car salesyard assistant. He is 11 years old, and uses his great wisdom and popularity to run away and chase the other Muppets across the country on their way to Hollywood. How exactly he gets away with this is a mystery.